Efficient budget allocation strategies for elementary effects method in stochastic simulation

DOI10.1002/nav.21802zbMath1400.68257OpenAlexW2887014984MaRDI QIDQ4963128

Xi Chen, Wen Shi

Publication date: 6 November 2018

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.21802

zbMATH Keywords

nested simulationfactor screeningsimulation output analysisdesign of simulation experimentselementary effects method

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) General theory of mathematical modeling (00A71)

Related Items

Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models, Cluster sampling for Morris method made easy, Screening: from tornado diagrams to effective dimensions